Conditionally gaussian distributions and an application to kalman filtering with stochastic regressors (Q3727192): Difference between revisions
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Revision as of 01:09, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditionally gaussian distributions and an application to kalman filtering with stochastic regressors |
scientific article |
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Conditionally gaussian distributions and an application to kalman filtering with stochastic regressors (English)
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1985
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econometrics
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engineering
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normal correlation
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conditionally Gaussian distributions
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Kalman filter
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Gaussian discrete-time, dynamic linear models
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stochastic regressors
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lagged observations
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deterministic regressors
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